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Abstract
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How to Cite this Article

Journal of Applied Mathematics and Stochastic Analysis 
Volume 11 (1998), Issue 3, Pages 231-246
doi:10.1155/S1048953398000203

Sojourn times for the Brownian motion

Lajos Takács

Case Western Reserve University, Cleveland, OH, USA

Received 1 September 1997; Revised 1 February 1998

Abstract

In this paper explicit formulas are given for the distribution function, the density function and the moments of the sojourn time for the reflecting Brownian motion process.